A Primer for Financial Engineering 1st Edition

A Primer for Financial Engineering 1st Edition

: In stock

: Academic Press

: 9780128015612

: Book


Financial Signal Processing and Electronic Trading

Authors: Ali Akansu Mustafa Torun
eBook ISBN: 9780128017500
Paperback ISBN: 9780128015612
Imprint: Academic Press
Published Date: 25th March 2015
Page Count: 156
This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply engineering principles to financial markets. 
The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an engineer, while showing their practical significance. Topics covered include an in depth examination of market microstructure and trading, a detailed explanation of High Frequency Trading and the 2010 Flash Crash, risk analysis and management, popular trading strategies and their characteristics, and High Performance DSP and  Financial Computing. The book has many examples to explain financial concepts, and the presentation is enhanced with the visual representation of relevant market data. It provides relevant MATLAB codes for readers to further their study. 

See additional titles in